diff --git a/doc/whats-new.rst b/doc/whats-new.rst
index 59857c67bf7..86af41e7a63 100644
--- a/doc/whats-new.rst
+++ b/doc/whats-new.rst
@@ -188,6 +188,9 @@ Bug fixes
   ``np.datetime64[ns]`` dates with or without ``cftime`` installed
   (:issue:`5093`, :pull:`5180`).  By `Spencer Clark
   <https://github.com/spencerkclark>`_.
+- Warn on passing ``keep_attrs`` to ``resample`` and ``rolling_exp`` as they are ignored, pass ``keep_attrs``
+  to the applied function instead (:pull:`5265`).  By `Mathias Hauser <https://github.com/mathause>`_.
+
 
 Documentation
 ~~~~~~~~~~~~~
diff --git a/xarray/core/common.py b/xarray/core/common.py
index e348600b0bb..c9386c4e15f 100644
--- a/xarray/core/common.py
+++ b/xarray/core/common.py
@@ -926,6 +926,14 @@ def rolling_exp(
         --------
         core.rolling_exp.RollingExp
         """
+
+        if "keep_attrs" in window_kwargs:
+            warnings.warn(
+                "Passing ``keep_attrs`` to ``rolling_exp`` has no effect. Pass"
+                " ``keep_attrs`` directly to the applied function, e.g."
+                " ``rolling_exp(...).mean(keep_attrs=False)``."
+            )
+
         window = either_dict_or_kwargs(window, window_kwargs, "rolling_exp")
 
         return RollingExp(self, window, window_type)
@@ -1045,10 +1053,6 @@ def resample(
         loffset : timedelta or str, optional
             Offset used to adjust the resampled time labels. Some pandas date
             offset strings are supported.
-        keep_attrs : bool, optional
-            If True, the object's attributes (`attrs`) will be copied from
-            the original object to the new one.  If False (default), the new
-            object will be returned without attributes.
         restore_coord_dims : bool, optional
             If True, also restore the dimension order of multi-dimensional
             coordinates.
@@ -1123,8 +1127,12 @@ def resample(
         from .dataarray import DataArray
         from .resample import RESAMPLE_DIM
 
-        if keep_attrs is None:
-            keep_attrs = _get_keep_attrs(default=False)
+        if keep_attrs is not None:
+            warnings.warn(
+                "Passing ``keep_attrs`` to ``resample`` has no effect and will raise an"
+                " error in xarray 0.20. Pass ``keep_attrs`` directly to the applied"
+                " function, e.g. ``resample(...).mean(keep_attrs=True)``."
+            )
 
         # note: the second argument (now 'skipna') use to be 'dim'
         if (
diff --git a/xarray/tests/test_dataarray.py b/xarray/tests/test_dataarray.py
index d62c156b6d3..ff098ced161 100644
--- a/xarray/tests/test_dataarray.py
+++ b/xarray/tests/test_dataarray.py
@@ -3093,6 +3093,11 @@ def test_resample_keep_attrs(self):
         expected = DataArray([1, 1, 1], [("time", times[::4])], attrs=array.attrs)
         assert_identical(result, expected)
 
+        with pytest.warns(
+            UserWarning, match="Passing ``keep_attrs`` to ``resample`` has no effect."
+        ):
+            array.resample(time="1D", keep_attrs=True)
+
     def test_resample_skipna(self):
         times = pd.date_range("2000-01-01", freq="6H", periods=10)
         array = DataArray(np.ones(10), [("time", times)])
@@ -7322,6 +7327,11 @@ def test_rolling_exp_keep_attrs(da):
         result = da.rolling_exp(time=10).mean(keep_attrs=False)
     assert result.attrs == {}
 
+    with pytest.warns(
+        UserWarning, match="Passing ``keep_attrs`` to ``rolling_exp`` has no effect."
+    ):
+        da.rolling_exp(time=10, keep_attrs=True)
+
 
 def test_no_dict():
     d = DataArray()
diff --git a/xarray/tests/test_dataset.py b/xarray/tests/test_dataset.py
index ef8db0374d5..33b5d16fbac 100644
--- a/xarray/tests/test_dataset.py
+++ b/xarray/tests/test_dataset.py
@@ -3947,6 +3947,11 @@ def test_resample_by_mean_with_keep_attrs(self):
         expected = ds.attrs
         assert expected == actual
 
+        with pytest.warns(
+            UserWarning, match="Passing ``keep_attrs`` to ``resample`` has no effect."
+        ):
+            ds.resample(time="1D", keep_attrs=True)
+
     def test_resample_loffset(self):
         times = pd.date_range("2000-01-01", freq="6H", periods=10)
         ds = Dataset(
@@ -6541,6 +6546,11 @@ def test_rolling_exp_keep_attrs(ds):
     assert result.attrs == {}
     assert result.z1.attrs == {}
 
+    with pytest.warns(
+        UserWarning, match="Passing ``keep_attrs`` to ``rolling_exp`` has no effect."
+    ):
+        ds.rolling_exp(time=10, keep_attrs=True)
+
 
 @pytest.mark.parametrize("center", (True, False))
 @pytest.mark.parametrize("min_periods", (None, 1, 2, 3))